An introduction to vector Gegenbauer processes with long memory (Q6541468)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An introduction to vector Gegenbauer processes with long memory |
scientific article; zbMATH DE number 7851083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An introduction to vector Gegenbauer processes with long memory |
scientific article; zbMATH DE number 7851083 |
Statements
An introduction to vector Gegenbauer processes with long memory (English)
0 references
19 May 2024
0 references
autocorrelation
0 references
conditional expectation
0 references
estimation
0 references
forecasting
0 references
fractional differencing
0 references
GARMA
0 references
innovations
0 references
long memory
0 references
periodogram
0 references
random
0 references
regression
0 references
second order solution
0 references
spectrum
0 references
vector GARMA models
0 references
0 references
0 references
